So, I had made it my goal to cosplay as Denmark from Hetalia in a maid outfit for Halloween. I have already looked into the maid outfit and am prepared for that, but I can't find the proper hair, hat, nor his battle axe. Since I couldn't buy the hat or battle axe, I thought I could just make them. But I have no idea what to use for the Battle Axe! I plan on using a broom stick for the handle, but I don't know where to go from there. Please help!

My best suggestion would to be to check out some tutorials online and see if any of those suit your needs. You would probably do well with the broomstick as a handle fine enough, and attach the axe itself after making the "blade" out of, I would suggest, foam mats. If you're looking for something cheap, those square puzzle-fitting foam playschool mats are sold all over the place, including Walmart, Target, and online! While the surface isn't smooth, you could use a gesso paint or many layers of mod podge to smooth it out.

Building props for the first time is a lot of trial and error, which is why I suggest looking up some videos on your search engine. I really enjoy watching Kamui Cosplay videos, [ url=http://www.kamuicosplay.com/tutorials]which you can find here[/url], though I do not think she has a tutorial on foam matting.

For building from the mat, you will need...
one or two squares (depending on how thick it is--they come in different thicknesses some places)
some form of glue or epoxy (craft stores have full aisles of glues that will suit any need and material)
an x-acto blade and holder or a knife
pen/sharpie to draw the shape (I suggest doing it on a piece of cardboard or large paper first to get the shape/size you want)
gesso/mod podge/some thick glue paste to smooth out the surface
paint
sealant
patience

Make sure to watch those tutorials! I cannot help you more from here other than hopefully laying a ground for you to build off of! Good luck!